Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717)
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English | Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case |
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Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (English)
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22 June 2017
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regular variation
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sample covariance matrix
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independent entries
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largest eigenvalues
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eigenvectors
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point process convergence
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compound Poisson limit
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Fréchet distribution
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